CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 22-Jun-2023

Day Change Summary
	Previous	Current
	21-Jun-2023	22-Jun-2023	Change	Change %	Previous Week
Open	0.7580	0.7617	0.0038	0.5%	0.7512
High	0.7617	0.7628	0.0011	0.1%	0.7606
Low	0.7579	0.7609	0.0030	0.4%	0.7494
Close	0.7617	0.7625	0.0008	0.1%	0.7606
Range	0.0038	0.0019	-0.0019	-50.0%	0.0112
ATR	0.0033	0.0032	-0.0001	-3.0%	0.0000
Volume	123	134	11	8.9%	1,423

Daily Pivots for day following 22-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7677	0.7670	0.7635
R3	0.7658	0.7651	0.7630
R2	0.7639	0.7639	0.7628
R1	0.7632	0.7632	0.7626	0.7636
PP	0.7620	0.7620	0.7620	0.7622
S1	0.7613	0.7613	0.7623	0.7617
S2	0.7601	0.7601	0.7621
S3	0.7582	0.7594	0.7619
S4	0.7563	0.7575	0.7614

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7905	0.7867	0.7668
R3	0.7793	0.7755	0.7637
R2	0.7681	0.7681	0.7627
R1	0.7643	0.7643	0.7616	0.7662
PP	0.7569	0.7569	0.7569	0.7578
S1	0.7531	0.7531	0.7596	0.7550
S2	0.7457	0.7457	0.7585
S3	0.7345	0.7419	0.7575
S4	0.7233	0.7307	0.7544

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7628	0.7520	0.0108	1.4%	0.0040	0.5%	97%	True	False	171
10	0.7628	0.7494	0.0134	1.8%	0.0029	0.4%	98%	True	False	190
20	0.7628	0.7351	0.0277	3.6%	0.0028	0.4%	99%	True	False	154
40	0.7628	0.7349	0.0279	3.7%	0.0025	0.3%	99%	True	False	84
60	0.7628	0.7349	0.0279	3.7%	0.0022	0.3%	99%	True	False	61
80	0.7628	0.7264	0.0364	4.8%	0.0024	0.3%	99%	True	False	57
100	0.7628	0.7264	0.0364	4.8%	0.0024	0.3%	99%	True	False	49

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7708
2.618	0.7677
1.618	0.7658
1.000	0.7647
0.618	0.7639
HIGH	0.7628
0.618	0.7620
0.500	0.7618
0.382	0.7616
LOW	0.7609
0.618	0.7597
1.000	0.7590
1.618	0.7578
2.618	0.7559
4.250	0.7528

Fisher Pivots for day following 22-Jun-2023
Pivot	1 day	3 day
R1	0.7622	0.7614
PP	0.7620	0.7604
S1	0.7618	0.7593

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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